@yuants/app-virtual-exchange 0.10.2 → 0.11.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/quote/__tests__/implementations.test.js +66 -0
- package/dist/quote/__tests__/implementations.test.js.map +1 -1
- package/dist/quote/implementations/v0.js +12 -1
- package/dist/quote/implementations/v0.js.map +1 -1
- package/dist/quote/implementations/v1.js +12 -1
- package/dist/quote/implementations/v1.js.map +1 -1
- package/dist/quote/implementations/v2.js +12 -1
- package/dist/quote/implementations/v2.js.map +1 -1
- package/dist/quote/implementations/v3.js +12 -1
- package/dist/quote/implementations/v3.js.map +1 -1
- package/dist/quote/service.js +6 -29
- package/dist/quote/service.js.map +1 -1
- package/dist/quote/types.js.map +1 -1
- package/lib/quote/__tests__/implementations.test.js +66 -0
- package/lib/quote/__tests__/implementations.test.js.map +1 -1
- package/lib/quote/implementations/v0.d.ts.map +1 -1
- package/lib/quote/implementations/v0.js +12 -1
- package/lib/quote/implementations/v0.js.map +1 -1
- package/lib/quote/implementations/v1.d.ts.map +1 -1
- package/lib/quote/implementations/v1.js +12 -1
- package/lib/quote/implementations/v1.js.map +1 -1
- package/lib/quote/implementations/v2.d.ts.map +1 -1
- package/lib/quote/implementations/v2.js +12 -1
- package/lib/quote/implementations/v2.js.map +1 -1
- package/lib/quote/implementations/v3.d.ts.map +1 -1
- package/lib/quote/implementations/v3.js +12 -1
- package/lib/quote/implementations/v3.js.map +1 -1
- package/lib/quote/service.js +5 -28
- package/lib/quote/service.js.map +1 -1
- package/lib/quote/types.d.ts +8 -0
- package/lib/quote/types.d.ts.map +1 -1
- package/lib/quote/types.js.map +1 -1
- package/package.json +3 -3
- package/temp/package-deps.json +12 -12
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@@ -212,6 +212,72 @@ describe('IQuoteState implementations', () => {
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const dumped = quoteState.dumpAsObject();
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expect(dumped).toEqual(updateAction);
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});
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+
// 测试 11: filterValues 方法应该返回值(即使字段不存在)
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it('should return values via filterValues (even if field missing)', () => {
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// 设置测试数据
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quoteState.update({
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product_001: {
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last_price: ['100.0', 1000],
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ask_price: ['101.0', 2000],
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// bid_price not set
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},
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product_002: {
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last_price: ['200.0', 1500],
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},
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});
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// 测试 1: 获取存在的字段
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const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);
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expect(result1).toEqual({
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product_001: {
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last_price: '100.0',
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ask_price: '101.0',
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},
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product_002: {
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last_price: '200.0',
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ask_price: '',
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},
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});
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// 测试 2: 获取不存在的产品和字段
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const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);
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expect(result2).toEqual({
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product_001: {
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last_price: '100.0',
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bid_price: '',
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},
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non_existent: {
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last_price: '',
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bid_price: '',
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},
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});
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// 测试 3: 空产品列表
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const result3 = quoteState.filterValues([], ['last_price']);
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expect(result3).toEqual({});
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// 测试 4: 空字段列表
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const result4 = quoteState.filterValues(['product_001'], []);
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expect(result4).toEqual({
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product_001: {},
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});
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// 测试 5: 所有字段类型
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const allFields = [
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'last_price',
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'ask_price',
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'ask_volume',
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'bid_volume',
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'bid_price',
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'interest_rate_short',
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'open_interest',
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'interest_rate_prev_settled_at',
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'interest_rate_next_settled_at',
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'interest_rate_long',
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];
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const result5 = quoteState.filterValues(['product_001'], allFields);
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expect(Object.keys(result5.product_001)).toEqual(allFields);
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expect(result5.product_001.last_price).toBe('100.0');
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expect(result5.product_001.ask_price).toBe('101.0');
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// 其他字段应为空字符串
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expect(result5.product_001.bid_price).toBe('');
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expect(result5.product_001.ask_volume).toBe('');
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});
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});
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});
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});
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@@ -1 +1 @@
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1
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-
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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n // 测试每个实现\n Object.entries(implementations).forEach(([name, createQuoteState]) => {\n describe(`${name} implementation`, () => {\n let quoteState: ReturnType<typeof createQuoteState>;\n\n beforeEach(() => {\n quoteState = createQuoteState();\n });\n\n // 测试 1: 初始状态应该是空的\n it('should have empty initial state', () => {\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual({});\n });\n\n // 测试 2: 更新单个产品的单个字段\n it('should update single field for single product', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证通过 getValueTuple 获取\n const tuple = quoteState.getValueTuple('product_001', 'last_price');\n expect(tuple).toEqual(['100.5', 1000]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 3: 更新多个产品和多个字段\n it('should update multiple fields for multiple products', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n ask_price: ['101.0', 1001],\n },\n product_002: {\n bid_price: ['99.0', 1002],\n ask_volume: ['500', 1003],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证所有字段\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 4: 更新应该覆盖旧的时间戳,但忽略更旧的时间戳\n it('should overwrite with newer timestamp, ignore older timestamp', () => {\n // 初始更新\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n // 用更新的时间戳覆盖\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n // 用更旧的时间戳尝试覆盖(应该被忽略)\n quoteState.update({\n product_001: {\n last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n },\n });\n\n // 应该仍然是旧的值\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n });\n\n // 测试 5: 获取不存在的产品或字段应该返回 undefined\n it('should return undefined for non-existent product or field', () => {\n expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n // 添加一个产品但不包含该字段\n quoteState.update({\n product_001: {\n ask_price: ['101.0', 1000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n });\n\n // 测试 6: filter 方法应该返回符合条件的数据\n it('should filter data by product_ids, fields, and updated_at', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000], // 较新的时间戳\n bid_price: ['99.0', 500], // 较旧的时间戳\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n product_003: {\n last_price: ['300.0', 1200],\n },\n });\n\n // 测试 1: 过滤特定产品和字段,时间阈值 1000\n const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n expect(result1).toEqual({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n });\n\n // 测试 2: 过滤时间阈值 1500(排除较旧的数据)\n const result2 = quoteState.filter(\n ['product_001', 'product_002', 'product_003'],\n ['last_price', 'bid_price'],\n 1500,\n );\n\n expect(result2).toEqual({\n product_001: {\n // last_price 时间戳 1000 < 1500,应该被排除\n // bid_price 时间戳 500 < 1500,应该被排除\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n product_003: {\n // last_price 时间戳 1200 < 1500,应该被排除\n },\n });\n\n // 测试 3: 过滤不存在的产品应该返回空对象\n const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n expect(result3).toEqual({\n non_existent: {},\n });\n });\n\n // 测试 7: 空更新不应该改变状态\n it('should handle empty update action', () => {\n // 先添加一些数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n const beforeDump = quoteState.dumpAsObject();\n\n // 空更新\n quoteState.update({});\n\n const afterDump = quoteState.dumpAsObject();\n expect(afterDump).toEqual(beforeDump);\n });\n\n // 测试 8: 更新时只提供部分字段,不应影响其他字段\n it('should not affect other fields when updating partial fields', () => {\n // 初始设置两个字段\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 1001],\n },\n });\n\n // 只更新一个字段\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n // last_price 应该更新,ask_price 应该保持不变\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n });\n\n // 测试 9: 重复的更新应该保持幂等性\n it('should be idempotent for duplicate updates', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.0', 1000],\n },\n };\n\n // 多次执行相同的更新\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n\n // 状态应该与单次更新相同\n expect(quoteState.dumpAsObject()).toEqual(updateAction);\n });\n\n // 测试 10: 字段名称应该是 IQuoteKey 类型\n it('should handle all IQuoteKey field types', () => {\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n\n const updateAction: IQuoteUpdateAction = {\n product_001: {},\n };\n\n // 为每个字段设置值\n allFields.forEach((field, index) => {\n updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n });\n\n quoteState.update(updateAction);\n\n // 验证每个字段\n allFields.forEach((field, index) => {\n expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n });\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n });\n });\n});\n"]}
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+
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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n // 测试每个实现\n Object.entries(implementations).forEach(([name, createQuoteState]) => {\n describe(`${name} implementation`, () => {\n let quoteState: ReturnType<typeof createQuoteState>;\n\n beforeEach(() => {\n quoteState = createQuoteState();\n });\n\n // 测试 1: 初始状态应该是空的\n it('should have empty initial state', () => {\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual({});\n });\n\n // 测试 2: 更新单个产品的单个字段\n it('should update single field for single product', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证通过 getValueTuple 获取\n const tuple = quoteState.getValueTuple('product_001', 'last_price');\n expect(tuple).toEqual(['100.5', 1000]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 3: 更新多个产品和多个字段\n it('should update multiple fields for multiple products', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.5', 1000],\n ask_price: ['101.0', 1001],\n },\n product_002: {\n bid_price: ['99.0', 1002],\n ask_volume: ['500', 1003],\n },\n };\n\n quoteState.update(updateAction);\n\n // 验证所有字段\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 4: 更新应该覆盖旧的时间戳,但忽略更旧的时间戳\n it('should overwrite with newer timestamp, ignore older timestamp', () => {\n // 初始更新\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n // 用更新的时间戳覆盖\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n // 用更旧的时间戳尝试覆盖(应该被忽略)\n quoteState.update({\n product_001: {\n last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n },\n });\n\n // 应该仍然是旧的值\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n });\n\n // 测试 5: 获取不存在的产品或字段应该返回 undefined\n it('should return undefined for non-existent product or field', () => {\n expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n // 添加一个产品但不包含该字段\n quoteState.update({\n product_001: {\n ask_price: ['101.0', 1000],\n },\n });\n\n expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n });\n\n // 测试 6: filter 方法应该返回符合条件的数据\n it('should filter data by product_ids, fields, and updated_at', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000], // 较新的时间戳\n bid_price: ['99.0', 500], // 较旧的时间戳\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n product_003: {\n last_price: ['300.0', 1200],\n },\n });\n\n // 测试 1: 过滤特定产品和字段,时间阈值 1000\n const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n expect(result1).toEqual({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n },\n product_002: {\n last_price: ['200.0', 1500],\n ask_price: ['201.0', 2500],\n },\n });\n\n // 测试 2: 过滤时间阈值 1500(排除较旧的数据)\n const result2 = quoteState.filter(\n ['product_001', 'product_002', 'product_003'],\n ['last_price', 'bid_price'],\n 1500,\n );\n\n expect(result2).toEqual({\n product_001: {\n // last_price 时间戳 1000 < 1500,应该被排除\n // bid_price 时间戳 500 < 1500,应该被排除\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n product_003: {\n // last_price 时间戳 1200 < 1500,应该被排除\n },\n });\n\n // 测试 3: 过滤不存在的产品应该返回空对象\n const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n expect(result3).toEqual({\n non_existent: {},\n });\n });\n\n // 测试 7: 空更新不应该改变状态\n it('should handle empty update action', () => {\n // 先添加一些数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n },\n });\n\n const beforeDump = quoteState.dumpAsObject();\n\n // 空更新\n quoteState.update({});\n\n const afterDump = quoteState.dumpAsObject();\n expect(afterDump).toEqual(beforeDump);\n });\n\n // 测试 8: 更新时只提供部分字段,不应影响其他字段\n it('should not affect other fields when updating partial fields', () => {\n // 初始设置两个字段\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 1001],\n },\n });\n\n // 只更新一个字段\n quoteState.update({\n product_001: {\n last_price: ['200.0', 2000],\n },\n });\n\n // last_price 应该更新,ask_price 应该保持不变\n expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n });\n\n // 测试 9: 重复的更新应该保持幂等性\n it('should be idempotent for duplicate updates', () => {\n const updateAction: IQuoteUpdateAction = {\n product_001: {\n last_price: ['100.0', 1000],\n },\n };\n\n // 多次执行相同的更新\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n quoteState.update(updateAction);\n\n // 状态应该与单次更新相同\n expect(quoteState.dumpAsObject()).toEqual(updateAction);\n });\n\n // 测试 10: 字段名称应该是 IQuoteKey 类型\n it('should handle all IQuoteKey field types', () => {\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n\n const updateAction: IQuoteUpdateAction = {\n product_001: {},\n };\n\n // 为每个字段设置值\n allFields.forEach((field, index) => {\n updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n });\n\n quoteState.update(updateAction);\n\n // 验证每个字段\n allFields.forEach((field, index) => {\n expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n });\n\n // 验证 dumpAsObject\n const dumped = quoteState.dumpAsObject();\n expect(dumped).toEqual(updateAction);\n });\n\n // 测试 11: filterValues 方法应该返回值(即使字段不存在)\n it('should return values via filterValues (even if field missing)', () => {\n // 设置测试数据\n quoteState.update({\n product_001: {\n last_price: ['100.0', 1000],\n ask_price: ['101.0', 2000],\n // bid_price not set\n },\n product_002: {\n last_price: ['200.0', 1500],\n },\n });\n\n // 测试 1: 获取存在的字段\n const result1 = quoteState.filterValues(['product_001', 'product_002'], ['last_price', 'ask_price']);\n expect(result1).toEqual({\n product_001: {\n last_price: '100.0',\n ask_price: '101.0',\n },\n product_002: {\n last_price: '200.0',\n ask_price: '',\n },\n });\n\n // 测试 2: 获取不存在的产品和字段\n const result2 = quoteState.filterValues(['product_001', 'non_existent'], ['last_price', 'bid_price']);\n expect(result2).toEqual({\n product_001: {\n last_price: '100.0',\n bid_price: '',\n },\n non_existent: {\n last_price: '',\n bid_price: '',\n },\n });\n\n // 测试 3: 空产品列表\n const result3 = quoteState.filterValues([], ['last_price']);\n expect(result3).toEqual({});\n\n // 测试 4: 空字段列表\n const result4 = quoteState.filterValues(['product_001'], []);\n expect(result4).toEqual({\n product_001: {},\n });\n\n // 测试 5: 所有字段类型\n const allFields: IQuoteKey[] = [\n 'last_price',\n 'ask_price',\n 'ask_volume',\n 'bid_volume',\n 'bid_price',\n 'interest_rate_short',\n 'open_interest',\n 'interest_rate_prev_settled_at',\n 'interest_rate_next_settled_at',\n 'interest_rate_long',\n ];\n const result5 = quoteState.filterValues(['product_001'], allFields);\n expect(Object.keys(result5.product_001)).toEqual(allFields);\n expect(result5.product_001.last_price).toBe('100.0');\n expect(result5.product_001.ask_price).toBe('101.0');\n // 其他字段应为空字符串\n expect(result5.product_001.bid_price).toBe('');\n expect(result5.product_001.ask_volume).toBe('');\n });\n });\n });\n});\n"]}
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1
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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序,方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏,味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/**\n * 高效的行情状态管理器\n * 内部使用扁平化数组存储数据,避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口,支持按需更新和查询\n */\nexport const createQuoteStateV1 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能,防止内存碎片化\n const data: (string | number)[] = [];\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 0~20 (10 fields * 2 (value, updated_at))\n const getFieldOffset = (product_id: string, field: string): number | undefined => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n return undefined;\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) return undefined;\n const value = data[offset] as string;\n if (value === undefined) return undefined;\n const updated_at = data[offset + 1] as number;\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n let offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n offset = baseIndex + mapFieldNameToOffset[field];\n }\n data[offset] = value;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < data.length; i += 2) {\n const value = data[i] as string;\n if (value === undefined) continue;\n const updated_at = data[i + 1] as number;\n\n const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n const product_id = products[productIndex];\n\n const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id][field_name] = [value, updated_at];\n }\n return result;\n };\n\n /**\n * 过滤状态,返回指定 product_id 列表和字段列表中,且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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@@ -102,6 +102,17 @@ export const createQuoteStateV2 = () => {
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102
102
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}
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103
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return result;
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const filterValues = (product_ids, fields) => {
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const result = {};
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for (const product_id of product_ids) {
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result[product_id] = {};
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for (const field of fields) {
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+
const tuple = getValueTuple(product_id, field);
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+
result[product_id][field] = tuple ? tuple[0] : '';
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}
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}
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return result;
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};
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return { update, dumpAsObject, getValueTuple, filter, filterValues };
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};
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//# sourceMappingURL=v2.js.map
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@@ -1 +1 @@
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-
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// 改为单倍偏移\n\n/**\n * 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组,使数组元素类型一致,提高内存访问效率\n */\nexport const createQuoteStateV2 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能,防止内存碎片化\n const values: string[] = []; // 存储字段值\n const timestamps: number[] = []; // 存储更新时间戳\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 每个产品占用 FIELD_COUNT 个位置\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size * FIELD_COUNT;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n const offset = getFieldOffset(product_id, field);\n const value = values[offset];\n if (value === undefined) return undefined;\n const updated_at = timestamps[offset];\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n values[offset] = value;\n timestamps[offset] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n\n if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < values.length; i++) {\n const value = values[i];\n if (value === undefined) continue;\n const updated_at = timestamps[i];\n\n const productIndex = Math.floor(i / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = i % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id]![field_name] = [value, updated_at];\n }\n return result;\n };\n\n /**\n * 过滤状态,返回指定 product_id 列表和字段列表中,且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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@@ -206,6 +206,17 @@ export const createQuoteStateV3 = () => {
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const filterValues = (product_ids, fields) => {
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result[product_id] = {};
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for (const field of fields) {
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const tuple = getValueTuple(product_id, field);
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result[product_id][field] = tuple ? tuple[0] : '';
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}
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return { update, dumpAsObject, getValueTuple, filter, filterValues };
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//# sourceMappingURL=v3.js.map
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@@ -1 +1 @@
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-
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requiredFields = (baseIndex + 1) * FIELD_COUNT;\n ensureDataCapacity(requiredFields);\n\n // 初始化该产品的所有字段为 [-1, 0](空值)\n const startIdx = baseIndex * FIELD_COUNT * 2;\n for (let i = 0; i < FIELD_COUNT * 2; i += 2) {\n data[startIdx + i] = -1; // 池索引:-1 表示空值\n data[startIdx + i + 1] = 0; // 时间戳:0\n }\n dataLength = Math.max(dataLength, requiredFields);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex * FIELD_COUNT * 2 + fieldOffset;\n };\n\n // 获取或分配字符串索引(增加引用计数)\n const acquireStringIndex = (value: string): number => {\n let index = stringToIndex.get(value);\n if (index !== undefined) {\n // 字符串已存在,增加引用计数\n refCounts[index]++;\n return index;\n }\n\n // 需要新索引\n if (freeIndices.length > 0) {\n // 重用空闲索引\n index = freeIndices.pop()!;\n stringPool[index] = value;\n refCounts[index] = 1;\n } else {\n // 分配新索引\n index = stringPool.length;\n stringPool.push(value);\n refCounts.push(1);\n }\n\n stringToIndex.set(value, index);\n return index;\n };\n\n // 释放字符串索引(减少引用计数)\n const releaseStringIndex = (index: number): void => {\n if (index === -1) return; // 空值索引\n\n refCounts[index]--;\n if (refCounts[index] === 0) {\n // 引用计数归零,可以回收\n const value = stringPool[index]!;\n stringToIndex.delete(value);\n // 清空池中的引用,允许 GC\n stringPool[index] = undefined;\n refCounts[index] = 0;\n freeIndices.push(index);\n }\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n const offset = getFieldOffset(product_id, field);\n const poolIndex = data[offset];\n if (poolIndex === -1) return undefined;\n\n const timestamp = data[offset + 1];\n const value = stringPool[poolIndex]!;\n return [value, timestamp];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n const oldPoolIndex = data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段(dataLength 是以字段为单位)\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) 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[string, number]>> = {};\n const baseOffset = productIndex * FIELD_COUNT * 2;\n\n for (const field of fields) {\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) continue;\n\n const offset = baseOffset + fieldOffset;\n const poolIndex = data[offset];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[offset + 1];\n if (timestamp < updated_at) continue; // 时间戳太旧\n\n const value = stringPool[poolIndex]!;\n productResult[field] = [value, timestamp];\n }\n\n result[product_id] = productResult;\n }\n\n return result;\n };\n\n // 导出内部统计信息用于调试\n const getStats = () => ({\n productCount: products.length,\n fieldCount: dataLength,\n stringPoolSize: stringPool.length,\n activeStrings: stringPool.length - freeIndices.length,\n freeIndices: freeIndices.length,\n memoryEstimate: {\n data: data.length * 8, // Float64Array 每个元素8字节\n pool: stringPool.reduce((sum, str) => sum + (str ? str.length * 2 : 0), 0),\n structures: products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n return { update, dumpAsObject, getValueTuple, filter };\n};\n"]}
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+
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continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /**\n * 过滤状态,返回指定 product_id 列表和字段列表中,且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在,创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: Partial<Record<IQuoteKey, [string, number]>> = {};\n const baseOffset = productIndex * FIELD_COUNT * 2;\n\n for (const field of fields) {\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) continue;\n\n const offset = baseOffset + fieldOffset;\n const poolIndex = data[offset];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[offset + 1];\n if (timestamp < updated_at) continue; // 时间戳太旧\n\n const value = stringPool[poolIndex]!;\n productResult[field] = [value, timestamp];\n }\n\n result[product_id] = productResult;\n }\n\n return result;\n };\n\n // 导出内部统计信息用于调试\n const getStats = () => ({\n productCount: products.length,\n fieldCount: dataLength,\n stringPoolSize: stringPool.length,\n activeStrings: stringPool.length - freeIndices.length,\n freeIndices: freeIndices.length,\n memoryEstimate: {\n data: data.length * 8, // Float64Array 每个元素8字节\n pool: stringPool.reduce((sum, str) => sum + (str ? str.length * 2 : 0), 0),\n structures: products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
|
package/dist/quote/service.js
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { Terminal } from '@yuants/protocol';
|
|
2
|
-
import { formatTime
|
|
2
|
+
import { formatTime } from '@yuants/utils';
|
|
3
3
|
import { Subject, concatMap, defer } from 'rxjs';
|
|
4
4
|
import { createQuoteState } from './state';
|
|
5
5
|
import { createQuoteProviderRegistry } from './upstream';
|
|
@@ -9,13 +9,11 @@ const quoteProviderRegistry = createQuoteProviderRegistry(terminal);
|
|
|
9
9
|
const normalizeStrings = (values) => [...new Set(values)].sort();
|
|
10
10
|
const normalizeFields = (values) => [...new Set(values)].sort();
|
|
11
11
|
const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) => {
|
|
12
|
-
const missing = [];
|
|
13
12
|
const needUpdate = [];
|
|
14
13
|
for (const product_id of product_ids) {
|
|
15
14
|
for (const field of fields) {
|
|
16
15
|
const tuple = quoteState.getValueTuple(product_id, field);
|
|
17
16
|
if (tuple === undefined) {
|
|
18
|
-
missing.push({ product_id, field });
|
|
19
17
|
needUpdate.push({ product_id, field });
|
|
20
18
|
continue;
|
|
21
19
|
}
|
|
@@ -24,29 +22,7 @@ const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) =>
|
|
|
24
22
|
}
|
|
25
23
|
}
|
|
26
24
|
}
|
|
27
|
-
return {
|
|
28
|
-
};
|
|
29
|
-
const filterLatest = (quoteState, product_ids, fields) => {
|
|
30
|
-
const result = {};
|
|
31
|
-
for (const product_id of product_ids) {
|
|
32
|
-
result[product_id] = {};
|
|
33
|
-
for (const field of fields) {
|
|
34
|
-
const tuple = quoteState.getValueTuple(product_id, field);
|
|
35
|
-
if (tuple) {
|
|
36
|
-
result[product_id][field] = tuple;
|
|
37
|
-
}
|
|
38
|
-
}
|
|
39
|
-
}
|
|
40
|
-
return result;
|
|
41
|
-
};
|
|
42
|
-
const assertNotMissing = (missing, updated_at) => {
|
|
43
|
-
if (missing.length > 0) {
|
|
44
|
-
throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {
|
|
45
|
-
updated_at,
|
|
46
|
-
missed: missing.slice(0, 200),
|
|
47
|
-
missed_total: missing.length,
|
|
48
|
-
});
|
|
49
|
-
}
|
|
25
|
+
return { needUpdate };
|
|
50
26
|
};
|
|
51
27
|
const updateQueue$ = new Subject();
|
|
52
28
|
const updateQueueStats = {
|
|
@@ -127,12 +103,13 @@ terminal.server.provideService('VEX/QueryQuotes', {
|
|
|
127
103
|
const product_ids = normalizeStrings(msg.req.product_ids);
|
|
128
104
|
const fields = normalizeFields(msg.req.fields);
|
|
129
105
|
const { updated_at } = msg.req;
|
|
130
|
-
|
|
106
|
+
// SWR strategy: if we have stale or missing data, enqueue an update task,
|
|
107
|
+
// but still return the current data immediately.
|
|
108
|
+
const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);
|
|
131
109
|
if (needUpdate.length > 0) {
|
|
132
110
|
enqueueUpdateTask({ product_ids, fields, updated_at });
|
|
133
111
|
}
|
|
134
|
-
const data =
|
|
135
|
-
assertNotMissing(missing, updated_at);
|
|
112
|
+
const data = quoteState.filterValues(product_ids, fields);
|
|
136
113
|
return { res: { code: 0, message: 'OK', data } };
|
|
137
114
|
});
|
|
138
115
|
terminal.server.provideService('VEX/QuoteUpdateQueueStatus', {}, async () => {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n updated_at: number,\n): { missing: IQuoteRequire[]; needUpdate: IQuoteRequire[] } => {\n const missing: IQuoteRequire[] = [];\n const needUpdate: IQuoteRequire[] = [];\n for (const product_id of product_ids) {\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple === undefined) {\n missing.push({ product_id, field });\n needUpdate.push({ product_id, field });\n continue;\n }\n if (tuple[1] < updated_at) {\n needUpdate.push({ product_id, field });\n }\n }\n }\n return { missing, needUpdate };\n};\n\nconst filterLatest = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple) {\n result[product_id][field] = tuple;\n }\n }\n }\n return result;\n};\n\nconst assertNotMissing = (missing: IQuoteRequire[], updated_at: number) => {\n if (missing.length > 0) {\n throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {\n updated_at,\n missed: missing.slice(0, 200),\n missed_total: missing.length,\n });\n }\n};\n\nconst updateQueue$ = new Subject<UpdateTask>();\nconst updateQueueStats: Omit<IQuoteUpdateQueueStatus, 'pending' | 'in_flight'> = {\n queued_total: 0,\n started_total: 0,\n processed_total: 0,\n};\n\nconst getQueueStatus = (): IQuoteUpdateQueueStatus => {\n const pending = updateQueueStats.queued_total - updateQueueStats.started_total;\n const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;\n return {\n pending,\n in_flight,\n ...updateQueueStats,\n };\n};\n\nconst enqueueUpdateTask = (task: UpdateTask) => {\n updateQueueStats.queued_total++;\n updateQueueStats.last_enqueued_at = Date.now();\n updateQueue$.next(task);\n};\n\nconst summarizeError = (error: unknown): { code?: string; message?: string } => {\n if (typeof error === 'object' && error !== null) {\n const code = 'code' in error ? (error as any).code : undefined;\n const message = 'message' in error ? (error as any).message : undefined;\n return {\n code: typeof code === 'string' ? code : undefined,\n message: typeof message === 'string' ? message : undefined,\n };\n }\n return {};\n};\n\nconst processUpdateTask = async (task: UpdateTask) => {\n const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);\n await quoteProviderRegistry.fillQuoteStateFromUpstream({\n quoteState,\n cacheMissed: needUpdate,\n updated_at: task.updated_at,\n });\n};\n\nupdateQueue$\n .pipe(\n concatMap((task) =>\n defer(async () => {\n updateQueueStats.started_total++;\n updateQueueStats.last_started_at = Date.now();\n\n try {\n await processUpdateTask(task);\n } catch (error) {\n const summary = summarizeError(error);\n updateQueueStats.last_error = { at: Date.now(), ...summary };\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]UpdateQueueTaskFailed`,\n `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`,\n JSON.stringify(summary),\n );\n } finally {\n updateQueueStats.processed_total++;\n updateQueueStats.last_processed_at = Date.now();\n }\n }),\n ),\n )\n .subscribe();\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n quoteState.update(msg.req);\n return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nterminal.server.provideService<\n { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n IQuoteUpdateAction\n>(\n 'VEX/QueryQuotes',\n {\n type: 'object',\n required: ['product_ids', 'fields', 'updated_at'],\n properties: {\n product_ids: {\n type: 'array',\n items: { type: 'string' },\n },\n fields: {\n type: 'array',\n items: { type: 'string' },\n },\n updated_at: { type: 'number' },\n },\n },\n async (msg) => {\n const product_ids = normalizeStrings(msg.req.product_ids);\n const fields = normalizeFields(msg.req.fields);\n const { updated_at } = msg.req;\n\n const { missing, needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n if (needUpdate.length > 0) {\n enqueueUpdateTask({ product_ids, fields, updated_at });\n }\n\n const data = filterLatest(quoteState, product_ids, fields);\n assertNotMissing(missing, updated_at);\n return { res: { code: 0, message: 'OK', data } };\n },\n);\n\nterminal.server.provideService<{}, IQuoteUpdateQueueStatus>('VEX/QuoteUpdateQueueStatus', {}, async () => {\n return { res: { code: 0, message: 'OK', data: getQueueStatus() } };\n});\n"]}
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1
|
+
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{ Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { Subject, concatMap, defer } from 'rxjs';\nimport { createQuoteState } from './state';\nimport { IQuoteKey, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from './types';\nimport { createQuoteProviderRegistry } from './upstream';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteState = createQuoteState();\nconst quoteProviderRegistry = createQuoteProviderRegistry(terminal);\n\ntype UpdateTask = { product_ids: string[]; fields: IQuoteKey[]; updated_at: number };\n\ntype IQuoteUpdateQueueStatus = {\n pending: number;\n in_flight: number;\n queued_total: number;\n started_total: number;\n processed_total: number;\n last_enqueued_at?: number;\n last_started_at?: number;\n last_processed_at?: number;\n last_error?: { at: number; code?: string; message?: string };\n};\n\nconst normalizeStrings = (values: string[]) => [...new Set(values)].sort();\nconst normalizeFields = (values: IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n updated_at: number,\n): { needUpdate: IQuoteRequire[] } => {\n const needUpdate: IQuoteRequire[] = [];\n for (const product_id of product_ids) {\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple === undefined) {\n needUpdate.push({ product_id, field });\n continue;\n }\n if (tuple[1] < updated_at) {\n needUpdate.push({ product_id, field });\n }\n }\n }\n return { needUpdate };\n};\n\nconst updateQueue$ = new Subject<UpdateTask>();\nconst updateQueueStats: Omit<IQuoteUpdateQueueStatus, 'pending' | 'in_flight'> = {\n queued_total: 0,\n started_total: 0,\n processed_total: 0,\n};\n\nconst getQueueStatus = (): IQuoteUpdateQueueStatus => {\n const pending = updateQueueStats.queued_total - updateQueueStats.started_total;\n const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;\n return {\n pending,\n in_flight,\n ...updateQueueStats,\n };\n};\n\nconst enqueueUpdateTask = (task: UpdateTask) => {\n updateQueueStats.queued_total++;\n updateQueueStats.last_enqueued_at = Date.now();\n updateQueue$.next(task);\n};\n\nconst summarizeError = (error: unknown): { code?: string; message?: string } => {\n if (typeof error === 'object' && error !== null) {\n const code = 'code' in error ? (error as any).code : undefined;\n const message = 'message' in error ? (error as any).message : undefined;\n return {\n code: typeof code === 'string' ? code : undefined,\n message: typeof message === 'string' ? message : undefined,\n };\n }\n return {};\n};\n\nconst processUpdateTask = async (task: UpdateTask) => {\n const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);\n await quoteProviderRegistry.fillQuoteStateFromUpstream({\n quoteState,\n cacheMissed: needUpdate,\n updated_at: task.updated_at,\n });\n};\n\nupdateQueue$\n .pipe(\n concatMap((task) =>\n defer(async () => {\n updateQueueStats.started_total++;\n updateQueueStats.last_started_at = Date.now();\n\n try {\n await processUpdateTask(task);\n } catch (error) {\n const summary = summarizeError(error);\n updateQueueStats.last_error = { at: Date.now(), ...summary };\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]UpdateQueueTaskFailed`,\n `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`,\n JSON.stringify(summary),\n );\n } finally {\n updateQueueStats.processed_total++;\n updateQueueStats.last_processed_at = Date.now();\n }\n }),\n ),\n )\n .subscribe();\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n quoteState.update(msg.req);\n return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nterminal.server.provideService<\n { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n Record<string, Partial<Record<IQuoteKey, string>>>\n>(\n 'VEX/QueryQuotes',\n {\n type: 'object',\n required: ['product_ids', 'fields', 'updated_at'],\n properties: {\n product_ids: {\n type: 'array',\n items: { type: 'string' },\n },\n fields: {\n type: 'array',\n items: { type: 'string' },\n },\n updated_at: { type: 'number' },\n },\n },\n async (msg) => {\n const product_ids = normalizeStrings(msg.req.product_ids);\n const fields = normalizeFields(msg.req.fields);\n const { updated_at } = msg.req;\n\n // SWR strategy: if we have stale or missing data, enqueue an update task,\n // but still return the current data immediately.\n const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n if (needUpdate.length > 0) {\n enqueueUpdateTask({ product_ids, fields, updated_at });\n }\n\n const data = quoteState.filterValues(product_ids, fields);\n return { res: { code: 0, message: 'OK', data } };\n },\n);\n\nterminal.server.provideService<{}, IQuoteUpdateQueueStatus>('VEX/QuoteUpdateQueueStatus', {}, async () => {\n return { res: { code: 0, message: 'OK', data: getQueueStatus() } };\n});\n"]}
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package/dist/quote/types.js.map
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{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { IQuoteServiceMetadata } from '@yuants/exchange';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为:\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量,同时保留每个字段的更新时间\n *\n * 例如:\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n update: (action: IQuoteUpdateAction) => void;\n dumpAsObject: () => IQuoteUpdateAction;\n getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n}\n\nexport interface IQuoteProviderInstance {\n terminal_id: string;\n service_id: string;\n}\n\n/**\n * A \"provider group\" is a capability signature of `GetQuotes`.\n * Multiple vendor terminals may provide the same capability; VEX load-balances across instances.\n */\nexport interface IQuoteProviderGroup {\n group_id: string;\n meta: IQuoteServiceMetadata;\n mapTerminalIdToInstance: Map<string, IQuoteProviderInstance>;\n}\n\nexport interface IQuoteRequire {\n product_id: string;\n field: IQuoteKey;\n}\n"]}
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{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { IQuoteServiceMetadata } from '@yuants/exchange';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为:\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量,同时保留每个字段的更新时间\n *\n * 例如:\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n update: (action: IQuoteUpdateAction) => void;\n dumpAsObject: () => IQuoteUpdateAction;\n getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n /**\n * 过滤并获取指定产品和字段的值,即便对应字段不存在或未更新也会返回空字符串\n *\n * @param product_ids\n * @param fields\n * @returns\n */\n filterValues: <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ) => Record<string, Record<K, string>>;\n}\n\nexport interface IQuoteProviderInstance {\n terminal_id: string;\n service_id: string;\n}\n\n/**\n * A \"provider group\" is a capability signature of `GetQuotes`.\n * Multiple vendor terminals may provide the same capability; VEX load-balances across instances.\n */\nexport interface IQuoteProviderGroup {\n group_id: string;\n meta: IQuoteServiceMetadata;\n mapTerminalIdToInstance: Map<string, IQuoteProviderInstance>;\n}\n\nexport interface IQuoteRequire {\n product_id: string;\n field: IQuoteKey;\n}\n"]}
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